Concepedia

Andrea Carriero

AC

36

Publications

2.2K

Citations

22

H-Index

2004

Active since

Affiliations

Bocconi University(Current)

Queen Mary University of London

Federal Reserve Bank of Cleveland

Centre for Economic Policy Research

University of Bologna

Andrea Carriero is an author at Bocconi University specializing in business, statistics, and finance.

Top concepts

BusinessFinanceEconomicsStatisticsMacroeconomicsEconometricsEngineeringForecastingVolatility ModelingPredictive Analytics

Publications per year

2004–2023

36

Publications

36

Measuring Uncertainty and Its Impact on the Economy

Andrea Carriero, Todd E. Clark, Massimiliano Marcellino · The Review of Economics and Statistics · 2017 · 235 citations · Full text

Volatility Modeling, Macroeconomic Forecasting, Economic Fluctuation +20

Bayesian VARs: Specification Choices and Forecast Accuracy

Andrea Carriero, Todd E. Clark, Massimiliano Marcellino · Journal of Applied Econometrics · 2013 · 212 citations

Forecasting Methodology, Bayesian Vars, Engineering +19

Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors

Andrea Carriero, Todd E. Clark, Massimiliano Marcellino · Journal of Econometrics · 2019 · 202 citations · Full text

Bayesian Statistic, Volatility Modeling, Multivariate Stochastic Volatility +8

Common Drifting Volatility in Large Bayesian VARs

Andrea Carriero, Todd E. Clark, Massimiliano Marcellino · Journal of Business and Economic Statistics · 2015 · 199 citations · Full text

Volatility Modeling, Economics, Latent Modeling +12

Forecasting exchange rates with a large Bayesian VAR

Andrea Carriero, George Kapetanios, Massimiliano Marcellino · International Journal of Forecasting · 2009 · 169 citations

Engineering, Macroeconomics, Large Bayesian Var +7

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